Chipotle Mexican Grill Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
37.10%
decreased by 0.36%
1 Week
37.16%
decreased by 0.30%
1 Month
37.37%
decreased by 0.09%
Analysis last updated: Tuesday, June 16, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 8.78 | |
| 0.0000 | 0.00 | |
| 0.9642 | 400.27 | |
| 0.0429 | 12.63 |
Estimation Period:
Jan 26, 2006 to Jun 12, 2026
Jan 26, 2006 to Jun 12, 2026
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